What are the Runes?
The Runes are an ancient writing system that contains characters just as our modern alphabet does. As well as an idea, each rune represents a sound, and thus runes are means for spelling words. Just as the alphabet is named from the first two characters in it, so the rune row is known as the "Futhark" from the first six runes.
Originally, runes were usually made up of straight lines, making them easy to carve.
Why use a set of Runes?
Nowadays most people use rune sets for divination. One or more runes can be picked blind and "at random" from a bag. Or they can be scattered on a table. The runes picked or falling on the table in a particular way are then interpreted as having some bearing on the situation or question at hand.
This form of divination is quite common and relies on the effect that Carl Jung called "synchronicity", a modern sounding concept that has much in common with what the original users of the runes would have called Wyrd.